+295.4%
CHTR vs RCAT
-99.9%
+395.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -3.4% | +7.8% | +4.3% |
| 7D | +17.2% | -5.9% | +23.2% | +17.2% |
| 30D | +31.6% | -19.7% | +51.3% | +31.6% |
| 3M | -11.6% | -62.9% | +51.3% | -11.5% |
| 6M | -3.3% | -59.6% | +56.3% | -3.2% |
| YTD | -33.7% | -52.1% | +18.4% | -33.7% |
| 1Y | -32.4% | -50.9% | +18.5% | -32.4% |
| 3Y | -65.9% | +333.8% | -399.7% | -66.0% |
| 5Y | -79.9% | +40.7% | -120.7% | -80.0% |
| 10Y | -49.2% | -99.8% | +50.6% | -49.0% |
| All | +295.4% | -99.9% | +395.3% | +285.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling